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Biblioteca de conhecimento

Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.

Quant Q&A
20,364 documentos
SuperMind
12,226 documentos
OKX Learn
8,431 documentos
Strategy library
7,910 documentos
MQL5 code base
7,090 documentos
BigQuant
3,481 documentos
Bitget Academy
3,298 documentos
MQL5 articles
3,012 documentos
TradingView scripts
1,976 documentos
ProRealCode
1,507 documentos
Deribit Insights
1,232 documentos
Machine Learning for Trading
1,124 documentos
arXiv papers
1,033 documentos
Amberdata research
766 documentos
FMZ forum
682 documentos
FMZ digest
662 documentos
vn.py community
560 documentos
QuantInsti blog
511 documentos
Galaxy Research
340 documentos
QuantStart
246 documentos
Stratmill research code
219 documentos
Robot Wealth
195 documentos
NautilusTrader
191 documentos
Hummingbot docs
181 documentos
Paradigm research
175 documentos
Lumibot
164 documentos
Kraken Learn
163 documentos
Biblioteca de cursos de quant
157 documentos
OctoBot
152 documentos
Cryptohopper blog
144 documentos
Systematic trading blog (Rob Carver)
132 documentos
Qlib
116 documentos
TqSdk
86 documentos
Quantpedia
86 documentos
Hyperliquid docs
79 documentos
Freqtrade
68 documentos
Hudson & Thames
62 documentos
Awesome Systematic Trading
61 documentos
backtrader
54 documentos
vn.py
50 documentos
Binance API docs
45 documentos
Aulas Quantopian
45 documentos
FMZ guides
38 documentos
pysystemtrade
34 documentos
Freqtrade docs
32 documentos
quant-trading
31 documentos
FinRL
28 documentos
Zipline
22 documentos
FMZ live strategies
21 documentos
Jesse
17 documentos
pyfolio
16 documentos
Alphalens
14 documentos
WonderTrader
14 documentos
backtesting.py
11 documentos
Technical Analysis
9 documentos
QTPyLib
8 documentos
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This strategy smooths the Relative Strength Index (RSI) with a Tillson T3 average, then constructs a PMax stop line whose distance from T3 depends on the Average True Range (ATR). The stop distance therefore adjusts with measured volatility. In the source, a…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Strategy library

This swing-trading strategy builds a rolling price range from recent highs and lows, then derives two levels within it. A long signal occurs when the current low is above the 38.2% level and the previous candle closed above its open. The strategy places a…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This is a long-only dollar-cost averaging framework for an AMZN perpetual contract. It arms a base entry when the 4-hour RSI falls below its configured oversold threshold, then places up to five additional buy orders at fixed declines from the base entry.…

Futuros perpétuosReversão à médiaIndicadores técnicosDimensionamento de posições
Strategy library

This long-only breakout method defines a recent price range as a bull flag, using rolling highs and lows over a configurable length. It enters when the close moves above the prior candle’s high, provided that high remains below the calculated flag high. The…

Rutura de níveisSeguimento de tendênciasGestão do riscoDimensionamento de posições
Strategy library

This strategy compares Hull moving averages (HMAs) calculated on the chart timeframe and two user-selected timeframes. It signals long when all three HMAs are rising and short when none are rising; the chart displays the values and colors the plotted lines…

Indicadores técnicosSeguimento de tendênciasFuturosCriptoativos
Strategy library

This futures grid strategy lets the operator choose a buy-first or sell-first direction. In buy-first mode, it places a ladder of buy orders at fixed price intervals below a starting level; when one fills, it places a sell order above that fill by a…

FuturosNegociação em grelhaGestão do riscoExecução
Strategy library

This technical strategy combines Bollinger Bands, MACD, and RSI to identify potential entries when price reaches an extreme. Its stated defaults use a 20-period moving average with bands two standard deviations away, MACD settings of 12, 26, and 9, and a…

Indicadores técnicosReversão à médiaMomentumVolatilidade
Strategy library

This script combines a pivot-based entry strategy with a table intended to report monthly and yearly returns alongside a benchmark. It identifies pivot highs and lows using configurable bars on either side, then places stop entries just beyond the most…

Rutura de níveisIndicadores técnicosTestes históricosEstatística
Strategy library

This strategy enters when price closes beyond a band formed from prior candle prices, then manages the position with ATR-based trailing stops. It starts with a tighter stop at 1.5 ATR and uses a wider 4 ATR distance while a position is open, allowing room…

Rutura de níveisSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This system seeks reversals near dynamically calculated support and resistance zones. A long signal requires price to test support and close above a buffer with above-average volume; a short uses the inverse resistance condition. Optional trend filtering can…

Reversão à médiaIndicadores técnicosGestão do riscoDimensionamento de posições
Strategy library

This strategy uses a volume-flow indicator to combine price movement and trading volume in a trend-following signal. It estimates price changes against a volatility threshold, caps volume contributions at a multiple of average volume, and accumulates the…

Seguimento de tendênciasIndicadores técnicosMomentumEstatística
Strategy library

This document describes a multi-indicator approach that combines fast, medium, and slow moving averages with signal filters for long and short decisions. The overview emphasizes moving-average alignment, SuperTrend, RSI, and Bollinger Bands. The included…

Indicadores técnicosSeguimento de tendênciasMomentumVolatilidade
Strategy library

This short TradingView strategy uses Bollinger Bands and an exponential moving average to generate directional breakout trades. It goes long when the close is above both the upper band and the EMA, and short when the close is below both the lower band and…

Indicadores técnicosRutura de níveisGestão do risco
Strategy library

This script describes a trend-following system that aligns a fast and slow EMA with RSI confirmation. With defaults of 9 and 21 periods for the EMAs and 14 periods for RSI, it considers longs when the fast EMA is above the slow EMA and RSI is above 50;…

Seguimento de tendênciasMomentumIndicadores técnicosGestão do risco
Strategy library

The Psychological Line indicator measures the share of closes in a lookback period that are higher than the preceding close. This strategy interprets readings above 50% as buyer control and takes a long position, while readings below 50% indicate seller…

FuturosCriptoativosMomentumIndicadores técnicos
Strategy library

This script builds three Fibonacci retracement levels from the highest high and lowest low over a rolling lookback. The published defaults use a 50-bar window and levels at 0.236, 0.382, and 0.618 of that range. It opens a long position when the close…

FuturosCriptoativosIndicadores técnicosTestes históricos
Strategy library

This strategy uses the 21-period and 55-period EMAs to define the prevailing direction, then seeks entries on counter-directional candle moves. It buys when the close is below the open while the faster EMA is above the slower one, and sells short when the…

FuturosCriptoativosSeguimento de tendênciasReversão à média
Strategy library

This BTC futures strategy pairs a fast and slow moving average crossover with a Bollinger Band signal. The script uses an 8-period and an 89-period simple moving average; a bullish crossover must coincide with a recent price cross above the lower band to…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This script identifies the latest confirmed pivot high and low, then enters long when price crosses above the high or short when it crosses below the low. An optional filter requires a volume surge, intrabar price momentum, RSI on the appropriate side of its…

Rutura de níveisMomentumIndicadores técnicosGestão do risco
Strategy library

This strategy combines Ichimoku conditions to identify long and short entries. Long signals require the conversion line to be at or above the base line, price above the cloud, a bullish projected cloud, and confirmation from the lagging-span comparison;…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document outlines a BTC futures trend strategy built around 8-period and 20-period EMAs. It combines their crossovers with normalized ATR thresholds, a SuperTrend market direction filter, expanding-volume entry and exit checks, and stop-loss and…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This document describes a strategy that classifies more than forty candlestick patterns as bullish or bearish and combines those signals with rolling price extremes. Its stated example enters long when a bullish pattern coincides with a break above a recent…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

The visible portion of this strategy builds a continuous buying score from three components: distance below the Bollinger Band basis, price relative to a ladder of long-period moving averages, and low RSI. The moving-average score rises as price falls…

Reversão à médiaIndicadores técnicosDimensionamento de posiçõesGestão do risco
Strategy library

The strategy pairs an EMA crossover entry with Ichimoku-based exit signals. It describes buying when the shorter EMA crosses above the longer EMA, then selling when price falls below the cloud or the cloud’s leading spans turn bearish. The article also…

Indicadores técnicosSeguimento de tendênciasGestão do riscoFuturos